Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,450 |
11,259 |
-191 |
-1.7% |
11,721 |
High |
11,467 |
11,349 |
-118 |
-1.0% |
11,725 |
Low |
11,215 |
11,128 |
-87 |
-0.8% |
11,128 |
Close |
11,234 |
11,187 |
-47 |
-0.4% |
11,187 |
Range |
252 |
221 |
-31 |
-12.3% |
597 |
ATR |
262 |
259 |
-3 |
-1.1% |
0 |
Volume |
126,739 |
67,934 |
-58,805 |
-46.4% |
433,452 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,884 |
11,757 |
11,309 |
|
R3 |
11,663 |
11,536 |
11,248 |
|
R2 |
11,442 |
11,442 |
11,228 |
|
R1 |
11,315 |
11,315 |
11,207 |
11,268 |
PP |
11,221 |
11,221 |
11,221 |
11,198 |
S1 |
11,094 |
11,094 |
11,167 |
11,047 |
S2 |
11,000 |
11,000 |
11,147 |
|
S3 |
10,779 |
10,873 |
11,126 |
|
S4 |
10,558 |
10,652 |
11,066 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,138 |
12,759 |
11,515 |
|
R3 |
12,541 |
12,162 |
11,351 |
|
R2 |
11,944 |
11,944 |
11,297 |
|
R1 |
11,565 |
11,565 |
11,242 |
11,456 |
PP |
11,347 |
11,347 |
11,347 |
11,292 |
S1 |
10,968 |
10,968 |
11,132 |
10,859 |
S2 |
10,750 |
10,750 |
11,078 |
|
S3 |
10,153 |
10,371 |
11,023 |
|
S4 |
9,556 |
9,774 |
10,859 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,859 |
11,128 |
731 |
6.5% |
224 |
2.0% |
8% |
False |
True |
109,575 |
10 |
12,203 |
11,128 |
1,075 |
9.6% |
240 |
2.1% |
5% |
False |
True |
120,767 |
20 |
12,203 |
11,128 |
1,075 |
9.6% |
255 |
2.3% |
5% |
False |
True |
125,297 |
40 |
12,228 |
10,328 |
1,900 |
17.0% |
264 |
2.4% |
45% |
False |
False |
131,353 |
60 |
12,228 |
10,328 |
1,900 |
17.0% |
279 |
2.5% |
45% |
False |
False |
125,756 |
80 |
12,228 |
10,328 |
1,900 |
17.0% |
302 |
2.7% |
45% |
False |
False |
94,390 |
100 |
12,675 |
10,328 |
2,347 |
21.0% |
279 |
2.5% |
37% |
False |
False |
75,531 |
120 |
12,675 |
10,328 |
2,347 |
21.0% |
251 |
2.2% |
37% |
False |
False |
62,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,288 |
2.618 |
11,928 |
1.618 |
11,707 |
1.000 |
11,570 |
0.618 |
11,486 |
HIGH |
11,349 |
0.618 |
11,265 |
0.500 |
11,239 |
0.382 |
11,213 |
LOW |
11,128 |
0.618 |
10,992 |
1.000 |
10,907 |
1.618 |
10,771 |
2.618 |
10,550 |
4.250 |
10,189 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,239 |
11,356 |
PP |
11,221 |
11,299 |
S1 |
11,204 |
11,243 |
|